I've felt a mixed bag with the show so far. Probably because I absolutely adore the comics, so I feel as though I am sitting there eagerly awaiting things to happen. And sometimes they do. But sometimes, they don't. Or they do but they change things.
The first episode followed the comics almost to a tee. Very small, subtle changes. The second episode was quite different from the books but had enough semblence to keep me okay with the going ons. I realize some of it needs to be adapted for TV so I was comfortable with some of the straying off from the source material (i.e. the dude on the roof, meeting Andrea and some of the gang in ATL instead of meeting just Glenn). I know they need some character development also.
But the 3rd episode sort of ticked me off. It was different. Very different from the comics. In fact, I'd say the only thing that was consistent was: some of the characters (Shane after Ricks wife), finding a zombie near the base, and having to go back into Atlanta. Thats about it. Hell even the entire reason for going back into Atlanta changed!
Anyways, I am probably nitpicking but I feel as though it has began to differ signficantly form the books that I find myself almost getting irritated when it doesnt happen the way it 'is supposed to happen'. Still very enjoyable, but dammmmmnnn the comics destroy the tv telling of the story. The experience is different and far more fast paces in the books that I strongly encourage you to read them if you like the TV show.